Anic Equity¶

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Total return since start: 0.606 %¶

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Equity now: -----------------------------> 49057.67 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43147.48 Kr¶

PnL: ---------------------------------------> -1728.1 Kr¶

DD now: ---------------------------------> -7.648 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 13:07:07.938409'

Anic Portfolio¶

This Week¶

Return: -3.329 %¶

Total portfolio value¶

Return including deposits: 60.616 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.250000 1512.920000 89.920000 6.320000 1423.000014
Hennes & Mauritz B 6 0.290000 919.560000 7.560000 0.830000 912.000000
Nederman Holding 1 -0.490000 205.000000 6.000000 3.020000 199.000000
JM 7 2.480000 954.100000 4.100000 0.430000 950.000002
Atrium Ljungberg B 5 -0.500000 899.000000 -5.000000 -0.550000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
ASSA ABLOY B 4 -1.170000 977.200000 -15.800000 -1.590000 993.000000
BioGaia B 8 -1.510000 887.200000 -16.800000 -1.860000 904.000000
Biotage 1 -1.020000 131.650000 -17.350000 -11.640000 149.000000
OX2 12 -0.610000 885.600000 -23.400000 -2.570000 909.000000
AcadeMedia 20 -1.700000 949.600000 -28.400000 -2.900000 978.000000
Creaspac SPAC 40 -0.310000 3804.000000 -30.000000 -0.780000 3834.000000
Investor B 3 -0.410000 626.250000 -31.750000 -4.830000 657.999999
Bufab 3 -1.560000 1041.900000 -34.100000 -3.170000 1076.000001
Platzer Fastigheter Holding B 12 0.660000 915.600000 -35.400000 -3.720000 951.000000
Vitec Software Group B 2 -0.740000 1068.000000 -36.000000 -3.260000 1104.000000
Latour B 4 -1.300000 818.800000 -37.200000 -4.350000 856.000000
Byggmax Group 33 -0.560000 929.280000 -37.720000 -3.900000 966.999990
Sandvik 4 -1.510000 809.600000 -38.400000 -4.530000 848.000000
Vitrolife 3 -3.100000 637.800000 -39.200000 -5.790000 677.000001
INVISIO 15 -1.050000 3532.500000 -39.500000 -1.110000 3571.999995
Hoist Finance 36 -1.100000 970.200000 -40.800000 -4.040000 1010.999988
Alimak Group 12 -1.830000 964.800000 -42.200000 -4.190000 1007.000004
Hexatronic Group 15 -1.270000 1028.100000 -42.900000 -4.010000 1071.000000
Sagax B 4 -1.680000 841.200000 -43.800000 -4.950000 885.000000
EQT 4 0.000000 827.600000 -45.400000 -5.200000 873.000000
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
SKF B 5 -1.110000 934.000000 -46.000000 -4.690000 980.000000
Catena 2 -0.630000 758.000000 -48.000000 -5.960000 806.000000
Addnode Group B 7 -1.840000 856.800000 -48.200000 -5.330000 904.999998
Gränges 10 -2.940000 989.000000 -50.000000 -4.810000 1039.000000
HEXPOL B 8 -0.540000 882.400000 -74.600000 -7.800000 957.000000
Orrön Energy 170 -1.330000 1949.050000 -96.950000 -4.740000 2045.999980
Hexagon B 26 -1.400000 3291.600000 -128.400000 -3.750000 3420.000012
VEF 788 -0.620000 1757.240000 -145.760000 -7.660000 1903.000300
Sedana Medical 93 -1.020000 2535.180000 -448.400000 -15.030000 2983.577733
TOTAL 43150.130000 -1725.450000 -7.64014% 44875.578016

Updated:¶

'2023-06-22 13:05:40.892914'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶